//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Derivat"
~isPartOf:"International journal of financial markets and derivatives"
~isPartOf:"Review of derivatives research"
~subject:"Petroleum"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Petroleum
Commodity derivative
11
Rohstoffderivat
11
Derivative
8
Option pricing theory
6
Optionspreistheorie
6
Commodity exchange
5
Warenbörse
5
Volatility
4
Volatilität
4
Commodity price
3
Rohstoffpreis
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Commodity derivatives
2
Erdöl
2
Großbritannien
2
Hedging
2
Oil price
2
Option trading
2
Optionsgeschäft
2
United Kingdom
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
Asset price process
1
Asset pricing
1
Bachelier vs. Black option models
1
CAPM
1
Capital income
1
Chicago Board of Trade
1
Commodity market
1
Commodity markets
1
Commodity prices
1
Commodity risk management
1
Commodity-linked bonds
1
Convenience yield
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Abba Abdullahi, Saada
1
Adeinat, Iman
1
Al Rahahleh, Naseem M.
1
Bosch, David
1
Ennabli, Asma
1
García Mirantes, Andrés
1
Jarrow, Robert A.
1
Lien, Da-hsiang Donald
1
Ma, Chaoqun
1
Ma, Zonggang
1
Muhammad, Zahid
1
Población, Javier
1
Schöne, Max F.
1
Serna, Gregorio
1
Spinler, Stefan
1
Trabelsi, Abdelwahed
1
Wei, Peihwang
1
Wu, Zhijian
1
Xiang, Ju
1
more ...
less ...
Published in...
All
International journal of financial markets and derivatives
Review of derivatives research
Energy economics
123
The journal of futures markets
30
Finance research letters
28
International review of financial analysis
26
The energy journal
25
International review of economics & finance : IREF
23
Applied economics
17
International Journal of Energy Economics and Policy : IJEEP
17
Economic modelling
16
Journal of banking & finance
14
Journal of commodity markets
13
Research in international business and finance
12
Applied economics letters
10
Working paper
9
Applied financial economics
8
The European journal of finance
8
American journal of agricultural economics
7
The review of financial studies
7
Applied economic perspectives and policy
6
European journal of operational research : EJOR
6
International journal of finance & economics : IJFE
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
Financial modeling and risk management of energy and environmental instruments and derivates
5
International journal of forecasting
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of forecasting
5
Journal of international money and finance
5
NBER working paper series
5
OPEC energy review
5
Quantitative finance
5
Theoretical economics letters
5
Working paper / National Bureau of Economic Research, Inc.
5
Annals of finance
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance India : the quarterly journal of Indian Institute of Finance
4
International journal of theoretical and applied finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
2
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
3
Price discovery and risk transfer in the Brent crude oil futures market
Abba Abdullahi, Saada
;
Muhammad, Zahid
- In:
International journal of financial markets and derivatives
5
(
2016
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10011589161
Saved in:
4
Correlation asymmetry and implication on hedging
Trabelsi, Abdelwahed
;
Ennabli, Asma
- In:
International journal of financial markets and derivatives
6
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011862371
Saved in:
5
The impact of market participants' interaction on futures prices : comparing three US wheat futures markets
Bosch, David
- In:
International journal of financial markets and derivatives
6
(
2017
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10011862379
Saved in:
6
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
7
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
8
Did crisis alter trading of two major oil futures markets?
Adeinat, Iman
;
Al Rahahleh, Naseem M.
;
Wei, Peihwang
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10012055731
Saved in:
9
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->